Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书

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Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书 著者简介

Alan Lewis has been active in option valuation and financial research for over 20 years. He served as the Director of Research, Chief Investment Officer, and President of the mutual fund family for a money manager specializing in derivative securities. He has published articles in many of the leading financial journals including: The Journal of Business, The Journal of Finance, The Financial Analysts Journal, and Mathematical Finance. He received a Ph.D. in physics from the University of California at Berkeley and a B.S. from Caltech.

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Option Valuation Under Stochastic Volatility 电子书 图书目录

This book provides an advanced treatment of option pricing for traders, money managers, and researchers. Providing largely original research not available elsewhere, it covers the latest generation of option models where both the stock price and its volatility follow diffusion processes. These new models help explain important features of real-world option pricing, including the "volatility smile" pattern. The book includes Mathematica code and 37 illustrations
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发表于2024-06-28

Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书

Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书

Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书

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Option Valuation Under Stochastic Volatility 2024 pdf epub mobi 电子书

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